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We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…

Probability · Mathematics 2023-12-20 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

We study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^{\epsilon}\}_{\epsilon > 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin…

Analysis of PDEs · Mathematics 2021-11-03 Jacob Bedrossian , Kyle Liss

For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincar\'e inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence…

Probability · Mathematics 2017-03-16 Martin Grothaus , Feng-Yu Wang

In this paper we introduce a notion of Poincar\'e exponent for isometric representations of discrete groups on Hilbert spaces. Similarly as growth exponents control the geometry this exponent is shown to control the size of spectral gaps.…

Dynamical Systems · Mathematics 2024-01-31 Kevin Boucher

We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove…

Probability · Mathematics 2021-10-13 Alexander Bertram , Martin Grothaus

In this work we give a sufficient condition under which the global Poincar\'{e} inequality on Carnot groups holds true for a large family of probability measures absolutely continuous with respect to the Lebesgue measure. The density of…

Functional Analysis · Mathematics 2026-02-23 Marianna Chatzakou , Serena Federico , Boguslaw Zegarlinski

We start by identifying a class of pseudo-differential operators, generated by the set of continuous negative definite functions, that are in the weak similarity (WS) orbit of the self-adjoint log-Bessel operator on the Euclidean space.…

Probability · Mathematics 2023-01-18 Pierre Patie , Rohan Sarkar

We develop a new approach to formulate and prove the weak uncertainty inequality which was recently introduced by Okoudjou and Strichartz. We assume either an appropriate measure growth condition with respect to the effective resistance…

Functional Analysis · Mathematics 2018-06-29 Kasso Okoudjou , Laurent Saloff-Coste , Alexander Teplyaev

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

Computation · Statistics 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

We prove that every reversible Markov semigroup which satisfies a Poincar\'e inequality satisfies a matrix-valued Poincar\'e inequality for Hermitian $d\times d$ matrix valued functions, with the same Poincar\'e constant. This generalizes…

Probability · Mathematics 2020-06-18 Ankit Garg , Tarun Kathuria , Nikhil Srivastava

We give bounds on the Poincare (inverse spectral gap) constant of a non-negative, integer-valued random variable W, under negative dependence assumptions such as ultra log-concavity and total negative dependence. We show that the bounds…

Probability · Mathematics 2013-03-20 Fraser Daly , Oliver Johnson

We consider a frequency localized Bernstein inequality for the fractional Laplacian operator which has wide applications in fluid dynamics such as dissipative surface quasi-geostrophic equations. We use a heat flow reformulation and prove…

Analysis of PDEs · Mathematics 2012-12-04 Dong Li

Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…

Functional Analysis · Mathematics 2014-07-28 François Bolley , Arnaud Guillin , Xinyu Wang

We prove that if a super-Poincar\'e inequality is satisfied by an infinitesimal generator $-A$ of a symmetric contracting semigroup then it implies a corresponding super-Poincar\'e inequality for $-g(A)$ with any Bernstein function $g$. We…

Functional Analysis · Mathematics 2012-09-11 Ivan Gentil , Patrick Maheux

We investigate local variants of Nash inequalities in the context of Dunkl operators. Pseudo-Poincar\'e inequalities are first established using pointwise gradient estimates of the Dunkl heat kernel. These inequalities allow to obtain…

Classical Analysis and ODEs · Mathematics 2021-02-10 S. Mustapha , M. Sifi

In this paper, we characterize the sharp constant and maximizing functions for weighted Poincar\'e inequalities. These results lead to refinements of Hardy's inequality obtained by adding remainder terms involving \(L^p\) norms. We use…

Analysis of PDEs · Mathematics 2025-03-17 Lorenzo D'Arca

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

Probability · Mathematics 2021-03-29 William Oçafrain

We consider a conservative Markov semigroup on a semi-finite $W^*$-algebra. It is known that under some reasonable assumptions it is enough to determine a kind of differential structure on such a 'noncommutative space'. We construct an…

Operator Algebras · Mathematics 2016-12-15 Danila Zaev

We prove an optimal reverse Poincar\'e inequality for the heat semigroup generated by the sub-Laplacian on a Carnot group of any step. As an application we give new proofs of the isoperimetric inequality and of the boundedness of the Riesz…

Analysis of PDEs · Mathematics 2015-04-03 Fabrice Baudoin , Michel Bonnefont

A set of functional inequalities - called Nash inequalities - are introduced and analyzed in the context of quantum Markov process mixing. The basic theory of Nash inequalities is extended to the setting of non-commutative Lp spaces, where…

Mathematical Physics · Physics 2018-03-13 Michael J. Kastoryano , Kristan Temme
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